DZ Bank Call 42.5 EBO 20.06.2025
/ DE000DJ879S6
DZ Bank Call 42.5 EBO 20.06.2025/ DE000DJ879S6 /
9/4/2024 11:34:51 AM |
Chg.-0.010 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-1.19% |
0.830 Bid Size: 50,000 |
0.850 Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DJ879S |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.50 EUR |
Maturity: |
6/20/2025 |
Issue date: |
2/6/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
0.60 |
Time value: |
0.30 |
Break-even: |
51.50 |
Moneyness: |
1.14 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
7.14% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
4.19 |
Rho: |
0.23 |
Quote data
Open: |
0.810 |
High: |
0.840 |
Low: |
0.810 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.74% |
1 Month |
|
|
+40.68% |
3 Months |
|
|
+43.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.840 |
1M High / 1M Low: |
0.960 |
0.520 |
6M High / 6M Low: |
0.960 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.564 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.45% |
Volatility 6M: |
|
118.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |